+62.4%
SAP vs EW
+17.9%
+44.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -2.9% | -0.3% | -2.6% | -2.9% |
| 30D | +9.0% | +1.0% | +8.0% | +8.8% |
| 3M | +14.9% | +2.8% | +12.1% | +14.4% |
| 6M | +11.9% | +5.5% | +6.4% | +10.8% |
| YTD | -9.9% | +5.5% | -15.4% | -10.8% |
| 1Y | -19.5% | +11.0% | -30.6% | -20.9% |
| All | +62.4% | +17.9% | +44.5% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling